LED lamps every time - they are available with hooks, magnets, handles, etc. and come in a variety of shapes and sizes to suit - rechargeable is good - ours charge on the way to site and are rarely used up by the time we go home.
Useful to have at least one lamp/torch per person.
For large groups and gatherings something a bit more powerful can help - tilly lamps are good but they run on petrol these days I think (used to be parafin). They have the same glass issues mentioned above - also, any lamp that burns liquid/gas fuel will have a mantle and these become a little delicate when hot.